+626.9%
CEG vs BTG
+82.7%
+544.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | +1.3% | +2.4% | -1.1% | +0.7% |
| 30D | +8.8% | +9.5% | -0.6% | +6.4% |
| 3M | +17.0% | +38.5% | -21.5% | +7.8% |
| 6M | -8.7% | +5.6% | -14.4% | -11.4% |
| YTD | -16.4% | +23.9% | -40.4% | -22.6% |
| 1Y | -1.8% | +32.1% | -33.9% | -11.1% |
| 3Y | +175.8% | +103.2% | +72.6% | +116.5% |
| All | +626.9% | +82.7% | +544.3% | +541.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling